ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 19-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
122-190 |
122-250 |
0-060 |
0.2% |
123-097 |
High |
122-240 |
123-070 |
0-150 |
0.4% |
123-117 |
Low |
122-150 |
122-250 |
0-100 |
0.3% |
122-107 |
Close |
122-210 |
123-045 |
0-155 |
0.4% |
122-210 |
Range |
0-090 |
0-140 |
0-050 |
55.6% |
1-010 |
ATR |
0-137 |
0-140 |
0-003 |
2.2% |
0-000 |
Volume |
393,283 |
478,291 |
85,008 |
21.6% |
2,530,938 |
|
Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-115 |
124-060 |
123-122 |
|
R3 |
123-295 |
123-240 |
123-084 |
|
R2 |
123-155 |
123-155 |
123-071 |
|
R1 |
123-100 |
123-100 |
123-058 |
123-128 |
PP |
123-015 |
123-015 |
123-015 |
123-029 |
S1 |
122-280 |
122-280 |
123-032 |
122-308 |
S2 |
122-195 |
122-195 |
123-019 |
|
S3 |
122-055 |
122-140 |
123-006 |
|
S4 |
121-235 |
122-000 |
122-288 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-281 |
125-096 |
123-072 |
|
R3 |
124-271 |
124-086 |
122-301 |
|
R2 |
123-261 |
123-261 |
122-270 |
|
R1 |
123-076 |
123-076 |
122-240 |
123-004 |
PP |
122-251 |
122-251 |
122-251 |
122-215 |
S1 |
122-066 |
122-066 |
122-180 |
121-314 |
S2 |
121-241 |
121-241 |
122-150 |
|
S3 |
120-231 |
121-056 |
122-119 |
|
S4 |
119-221 |
120-046 |
122-028 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-070 |
122-107 |
0-283 |
0.7% |
0-129 |
0.3% |
91% |
True |
False |
515,980 |
10 |
123-117 |
122-107 |
1-010 |
0.8% |
0-125 |
0.3% |
78% |
False |
False |
499,803 |
20 |
123-117 |
122-000 |
1-117 |
1.1% |
0-141 |
0.4% |
84% |
False |
False |
434,141 |
40 |
123-117 |
119-060 |
4-057 |
3.4% |
0-129 |
0.3% |
95% |
False |
False |
218,423 |
60 |
123-117 |
117-270 |
5-167 |
4.5% |
0-086 |
0.2% |
96% |
False |
False |
145,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-025 |
2.618 |
124-117 |
1.618 |
123-297 |
1.000 |
123-210 |
0.618 |
123-157 |
HIGH |
123-070 |
0.618 |
123-017 |
0.500 |
123-000 |
0.382 |
122-303 |
LOW |
122-250 |
0.618 |
122-163 |
1.000 |
122-110 |
1.618 |
122-023 |
2.618 |
121-203 |
4.250 |
120-295 |
|
|
Fisher Pivots for day following 19-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
123-030 |
123-006 |
PP |
123-015 |
122-287 |
S1 |
123-000 |
122-248 |
|